• DocumentCode
    337032
  • Title

    Some results on the reachable sets of linear stochastic systems

  • Author

    Yong, Jiongmin

  • Author_Institution
    Dept. of Math., Fudan Univ., Shanghai, China
  • Volume
    2
  • fYear
    1998
  • fDate
    16-18 Dec 1998
  • Firstpage
    1335
  • Abstract
    Unlike the deterministic case, the reachable set of a linear stochastic control system could be nonconvex, nonclosed even if the control domain is very nice. This leads to many interesting consequences concerning the controllability and optimal control problems for stochastic systems. Our results are also closely related to the solvability of linear forward-backward stochastic differential equations
  • Keywords
    controllability; differential equations; linear systems; optimal control; stochastic systems; controllability; linear forward-backward stochastic differential equation solvability; linear stochastic control system; nonconvex nonclosed system; optimal control; reachable sets; Control systems; Controllability; Equations; Kalman filters; Laboratories; Mathematics; Q measurement; Stochastic processes; Stochastic systems; Tellurium;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4394-8
  • Type

    conf

  • DOI
    10.1109/CDC.1998.758470
  • Filename
    758470
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=337032